-43.7%
KHC vs CHRW
+161.4%
-205.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.3% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | +12.0% | -7.3% | +19.3% | +13.4% |
| 3M | +0.2% | -14.2% | +14.3% | +2.8% |
| 6M | +10.3% | -25.1% | +35.4% | +15.5% |
| YTD | +6.7% | -21.2% | +27.9% | +9.4% |
| 1Y | +10.9% | -14.2% | +25.0% | +11.3% |
| 3Y | -12.6% | +63.5% | -76.1% | -27.5% |
| 5Y | -16.3% | +49.6% | -65.9% | -31.1% |
| 10Y | -53.2% | +129.4% | -182.6% | -68.7% |
| All | -43.7% | +161.4% | -205.1% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling